Well first off , if you told that story to USPS they would arrest you for tampering with your brothers mail.

( although i cant see it sticking if your brother said he let you )
I dont think it against the law because lots of company's sell adult material in "confidential" packaging.
Wouldnt be to confidential if it was a box shaped like a dildo marked " adult contents"
Infact i think playboy comes in a brown bag , but no adult markings